Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519570.781 | 390830.1751 | 128740.6058 | 777638.8392 | 563844.7103 | 213794.1289 |
Total P&L (%) | 519.5708 | 390.8302 | 128.7406 | 777.6388 | 563.8447 | 213.7941 |
Avg Daily Profit (%) | 0.4988 | 0.3752 | 0.1236 | 0.2087 | 0.1819 | 0.1098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133542 | -93486 | -53915 | -1780170 | -1308040 | -724515 |
Profit Factor | 2.134 | 2.3913 | 1.7263 | 1.1438 | 1.1719 | 1.1004 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 35.6436 | 27.451 | 44 | 35.6436 | 27.451 | 44 |
Ratio Avg Win / Avg Loss | 3.8531 | 6.3198 | 2.1971 | 2.0651 | 3.0972 | 1.4005 |
Largest Winning Trade | 202050 | 202050 | 36094 | 1481843 | 1481843 | 450658 |
Largest Losing Trade | -31262 | -31262 | -16443 | -519705 | -519705 | -273742 |
Avg Bars in Trades | 243 | 215 | 272 | 243 | 215 | 272 |
Avg Bars in Winners | 449 | 472 | 435 | 449 | 472 | 435 |
Avg Bars in Losers | 129 | 118 | 143 | 129 | 118 | 143 |
Bars Traded | 24595 | 10985 | 13610 | 24595 | 10985 | 13610 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336108 | -185671 | -207126 | -58476 | -221772 | -338812 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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